Home Retail Group PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0081 | 11.05 | |
| 0.0139 | 11.38 | |
| 0.9694 | 1,176.41 | |
| 0.0324 | 12.50 |
Estimation Period:
Jan 2, 1990 to Aug 26, 2016
Jan 2, 1990 to Aug 26, 2016
News Impact Curve
Volatility Forecasts
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